OrderAcknowledgement.h

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/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
*
* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
* and international copyright treaties.
*
* Access to and use of the software is governed by the terms of the applicable ONIXS Software
* Services Agreement (the Agreement) and Customer end user license agreements granting
* a non-assignable, non-transferable and non-exclusive license to use the software
* for it's own data processing purposes under the terms defined in the Agreement.
*
* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
* of this source code or associated reference material to any other location for further reproduction
* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
*
* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
* the terms of the Agreement is a violation of copyright law.
*/

#pragma once

#include <vector>

#include <OnixS/CboeCFE/Trading/BOE/ABI.h>
#include <OnixS/CboeCFE/Trading/BOE/Defines.h>
#include <OnixS/CboeCFE/Trading/BOE/Enumerations.h>
#include <OnixS/CboeCFE/Trading/BOE/BinaryMessage.h>


namespace OnixS {
namespace CboeCFE {
namespace Trading {
namespace BOE {

    /// Order Acknowledgement messages are sent in response to a New Order message.
    struct ONIXS_CBOE_CFE_BOE_API OrderAcknowledgement : public BinaryMessage
    {
        /// The time the event occurred in the CFE Matching Engine (not the time the message was sent).
        DateTime transactionTime() const
        {
            return ordinary<DateTime>(0);
        }

        /// Echoed back from the TPH message.
        StrRef clOrdId() const
        {
            return fixedStr<20>(8);
        }

        /// Order identifier supplied by CFE.
        Binary8 orderId() const
        {
            return ordinary<Binary8>(28);
        }

        /// Echoed back from the TPH message
        StrRef side() const
        {
            return fixedStr<1>(36);
        }

        /// Echoed back from the TPH message
        BinaryPrice price() const
        {
            return ordinary<BinaryPrice>(37);
        }

        /// Echoed back from the TPH message
        OrdType::Enum ordType() const
        {
            return enumeration<OrdType>(45);
        }

        /// Echoed back from the TPH message
        TimeInForce::Enum timeInForce() const
        {
            return enumeration<TimeInForce>(46);
        }

        /// Echoed back from the TPH message
        Binary4 minQty() const
        {
            return ordinary<Binary4>(47);
        }

        /// Echoed back from the TPH message
        StrRef symbol() const
        {
            return fixedStr<8>(51);
        }

        /// Echoed back from the TPH message
        Capacity::Enum capacity() const
        {
            return enumeration<Capacity>(59);
        }

        /// Echoed back from the TPH message
        StrRef account() const
        {
            return fixedStr<16>(60);
        }

        /// Echoed back from the TPH message
        StrRef clearingFirm() const
        {
            return fixedStr<4>(76);
        }

        /// Echoed back from the TPH message
        StrRef clearingAccount() const
        {
            return fixedStr<4>(80);
        }

        /// Echoed back from the TPH message
        Binary4 orderQty() const
        {
            return ordinary<Binary4>(84);
        }

        /// Echoed back from the TPH message
        StrRef preventMatch() const
        {
            return fixedStr<3>(88);
        }

        /// Echoed back from the TPH message
        Date maturityDate() const
        {
            return ordinary<Date>(91);
        }

        /// Echoed back from the TPH message
        OpenClose::Enum openClose() const
        {
            return enumeration<OpenClose>(95);
        }

        /// Quantity still open for further execution. If zero, the order is complete.
        Binary4 leavesQty() const
        {
            return ordinary<Binary4>(96);
        }

        /// Indicates whether the trade added or removed liquidity.
        BaseLiquidityIndicator::Enum baseLiquidityIndicator() const
        {
            return enumeration<BaseLiquidityIndicator>(100);
        }

        /// Echoed back from the TPH message
        DateTime expireTime() const
        {
            return ordinary<DateTime>(101);
        }

        /// Additional information about the liquidity of an order.
        SubLiquidityIndicator::Enum subLiquidityIndicator() const
        {
            return enumeration<SubLiquidityIndicator>(109);
        }

        /// Echoed back from the TPH message
        BinaryPrice stopPx() const
        {
            return ordinary<BinaryPrice>(110);
        }

        /// Echoed back from the TPH message
        Binary4 cMTANumber() const
        {
            return ordinary<Binary4>(118);
        }

        /// Echoed back from the TPH message
        CtiCode::Enum ctiCode() const
        {
            return enumeration<CtiCode>(122);
        }

        /// Echoed back from the TPH message
        ManualOrderIndicator::Enum manualOrderIndicator() const
        {
            return enumeration<ManualOrderIndicator>(123);
        }

        /// Echoed back from the TPH message
        StrRef oEOID() const
        {
            return fixedStr<18>(124);
        }

        /// Echoed back from the TPH message
        Binary4 cumQty() const
        {
            return ordinary<Binary4>(142);
        }

        /// Echoed back from the TPH message
        StrRef frequentTraderId() const
        {
            return fixedStr<6>(146);
        }

        /// Echoed back from the TPH message
        CustOrderHandlingInst::Enum custOrderHandlingInst() const
        {
            return enumeration<CustOrderHandlingInst>(152);
        }

        /// The earliest timestamp, populated with nanosecond precision, recorded by CFE of the corresponding inbound message being acknowledged.
        DateTime requestReceivedTime() const
        {
            return ordinary<DateTime>(153);
        }

        /// Initializes instance over given memory block.
        OrderAcknowledgement(const void* data, MessageSize size)
            : BinaryMessage(data, size)
        {
        }
    };

    /// Serializes object into string.
    ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const OrderAcknowledgement&);

    /// Serializes object into string.
    inline std::string toStr(const OrderAcknowledgement& msg)
    {
        std::string str;
        toStr(str, msg);
        return str;
    }

}
}
}
}